def __init__(self, data_obj):
self.data_obj = data_obj
self.rds = RedisConnector.reuse()
self.kdb_wdb = KdbQuery('192.168.3.10', 9001, 'superuser1', 'password')
self.kdb_rdb = KdbQuery('192.168.3.10', 9002, 'superuser1', 'password')
# self.day_night = True if trader_path.find("night") else False
self.quotes = None
self.vpn_ip = None
self.trader_path = None
class TradeConfigHandler(object):
class AGENT_CMD:
CONFIG_UPLOAD_TO_KDB = 6
CONFIG_DOWNLOAD_TO_SERVER = 7
def __init__(self, data_obj):
self.data_obj = data_obj
self.rds = RedisConnector.reuse()
self.kdb_wdb = KdbQuery('192.168.3.10', 9001, 'superuser1', 'password')
self.kdb_rdb = KdbQuery('192.168.3.10', 9002, 'superuser1', 'password')
# self.day_night = True if trader_path.find("night") else False
self.quotes = None
self.vpn_ip = None
self.trader_path = None
def agent_operation(self, cmd_type):
data = {'data': { "trader": [self.trader_path] },
'type': cmd_type,
'seq': 1 }
redis_key = "a:oss:cmd:%s" % self.vpn_ip
self.rds.rpush(redis_key, json.dumps(data))
def wait_redis_notify(self):
redis_key = "a:oss:trdcfg:%s" % self.vpn_ip
try:
wait_cnt = 0
while True:
if wait_cnt == 10:
return False
if self.rds.llen(redis_key) > 0:
ret = self.rds.lpop(redis_key)
print json.loads(ret)
if int(json.loads(ret)["return"]) == 0:
print "load success"
return True
else:
return False
wait_cnt += 1
time.sleep(0.1)
except:
return False
def fetch_trader_cfg(self):
self.agent_operation(self.AGENT_CMD.CONFIG_UPLOAD_TO_KDB)
# wait redis notify data(1s is enough)
if not self.wait_redis_notify():
return False
# read data from kdb
host = self.vpn_ip.split('(')[0]
# print "host", host
cmd = "select from TradeConfig where host=`%s,ref_conf_path like \"%s*\","\
"time=(max;time) fby conf_path" % (host, self.trader_path)
# print "cmd", cmd
self.kdb_ret = self.kdb_rdb.sync_query(cmd)
return self.kdb_ret[0][11]
def get_quote_source(self, check_dict):
try:
ret = []
if isinstance(check_dict['MyExchange']['quote']['source'], list):
for item in check_dict['MyExchange']['quote']['source']:
ret.append(item['@category'])
else:
ret = [check_dict['MyExchange']['quote']['source']['@category']]
except Exception as e:
Log.debug("mycapital config error. %s" % str(e))
return ret
def generate_order_vol_limit(self, template, contracts):
try:
if len(contracts) == 1:
template_temp = dict(template)
template_temp["@symbol"] = contracts[0]
return template_temp
ret = []
for contract in contracts:
template_temp = dict(template)
template_temp["@symbol"] = contract
ret.append(template_temp)
return ret
except Exception as e:
Log.debug("generate_order_vol_limit error. %s" % str(e))
def generate_tca_source(self, template, accounts):
try:
if len(accounts) == 1:
# {'model_id': [74L, 77L, 80L], 'filename': u'my_trader_test4.xml'}
account_data = accounts.values()[0]
template_temp = {}
template_temp["@name"] = account_data["filename"].split(".")[0]
template_temp["@config"] = account_data["filename"]
template_temp["@models"] = ",".join(str(it) for it in account_data["model_id"])
return template_temp
ret = []
for account in accounts:
template_temp = {}
template_temp["@name"] = accounts[account]["filename"].split(".")[0]
template_temp["@config"] = accounts[account]["filename"]
template_temp["@models"] = ",".join(str(it) for it in accounts[account]["model_id"])
ret.append(template_temp)
return ret
except Exception as e:
Log.debug("generate_tca_source error. %s" % str(e))
def check_special_strategy(self, strategy_name):
if len(self.quotes) != 2:
return False
real_st_name = strategy_name.split("_")[0]
return real_st_name in ["hi50", "hi55", "hi50a", "hi55a", "hi9"]
def generate_symbol(self, template, symbols, model_id, category=False):
try:
# 'symbol': [{'volume': 5L, 'name': u't100'}]}
if len(symbols) == 1:
template_temp = dict(template)
template_temp["@name"] = symbols[0]["name"]
template_temp["@max_pos"] = str(symbols[0]["volume"])
template_temp["@symbol_log_id"] = str(model_id)
if category:
template_temp["@category"] = ",".join(str(it) for it in self.quotes)
return template_temp
ret = []
for symbol in symbols:
template_temp = dict(template)
template_temp["@name"] = symbol["name"]
template_temp["@max_pos"] = str(symbol["volume"])
template_temp["@symbol_log_id"] = str(model_id)
if category:
template_temp["@category"] = ",".join(str(it) for it in self.quotes)
ret.append(template_temp)
return ret
except Exception as e:
import traceback
traceback.print_exc()
Log.debug("generate_symbol error. %s" % str(e))
def generate_strategy(self, template, sym_template, strategies):
try:
if len(strategies) == 1:
template_temp = dict(template)
strategy_name = strategies.keys()[0]
strategy_data = strategies.values()[0]
template_temp["@id"] = strategy_data["model_id"]
template_temp["@model_file"] = strategy_name
category = False
if self.check_special_strategy(strategy_name):
category = True
template_temp["symbol"] = self.generate_symbol(sym_template,
strategy_data["symbol"],
template_temp["@id"],
category)
return template_temp
ret = []
for strategy in strategies:
strategy_name = strategy
strategy_data = strategies[strategy]
template_temp = dict(template)
template_temp["@id"] = strategies[strategy]["model_id"]
template_temp["@model_file"] = strategy_name
category = False
if self.check_special_strategy(strategy_name):
category = True
template_temp["symbol"] = self.generate_symbol(sym_template,
strategy_data["symbol"],
template_temp["@id"],
category)
ret.append(template_temp)
return ret
except Exception as e:
import traceback
traceback.print_exc()
Log.debug("generate_strategy error. %s" % str(e))
def get_templates(self, data):
try:
templates = {}
if isinstance(data["MyExchange"]["OrderVolLimit"]["Item"], list):
templates["item"] = dict(data["MyExchange"]["OrderVolLimit"]["Item"][0])
else:
templates["item"] = dict(data["MyExchange"]["OrderVolLimit"]["Item"])
if isinstance(data["MyExchange"]["tca"]["source"], list):
templates["tca"] = dict(data["MyExchange"]["tca"]["source"][0])
else:
templates["tca"] = dict(data["MyExchange"]["tca"]["source"])
if isinstance(data["MyExchange"]["strategies"]["strategy"], list):
templates["strategy"] = dict(data["MyExchange"]["strategies"]["strategy"][0])
if isinstance(data["MyExchange"]["strategies"]["strategy"][0]["symbol"], list):
templates["symbol"] = dict(data["MyExchange"]["strategies"]["strategy"][0]["symbol"][0])
else:
templates["symbol"] = dict(data["MyExchange"]["strategies"]["strategy"][0]["symbol"])
else:
templates["strategy"] = dict(data["MyExchange"]["strategies"]["strategy"])
if isinstance(data["MyExchange"]["strategies"]["strategy"]["symbol"], list):
templates["symbol"] = dict(data["MyExchange"]["strategies"]["strategy"]["symbol"][0])
else:
templates["symbol"] = dict(data["MyExchange"]["strategies"]["strategy"]["symbol"])
templates["strategy"]["symbol"] = None
return templates
except Exception as e:
Log.debug("get_templates error. %s", str(e))
def generate_trader_cfg(self, my_capital):
format_my_capital = my_capital.replace("'", '"')
fdict = json.loads(format_my_capital)
self.quotes = self.get_quote_source(fdict)
# print self.quotes
templates = self.get_templates(fdict)
# print json.dumps(templates, indent=2)
contract = self.data_obj[self.vpn_ip][self.trader_path]["contract"]
item_node = self.generate_order_vol_limit(templates["item"], contract)
# print json.dumps(item_node, indent=2)
account = self.data_obj[self.vpn_ip][self.trader_path]["account"]
tca_node = self.generate_tca_source(templates["tca"], account)
# print json.dumps(tca_node, indent=2)
strategies = self.data_obj[self.vpn_ip][self.trader_path]["strategy"]
strategy_node = self.generate_strategy(templates["strategy"], templates["symbol"], strategies)
fdict["MyExchange"]["OrderVolLimit"]["Item"] = item_node
fdict["MyExchange"]["tca"]["source"] = tca_node
fdict["MyExchange"]["strategies"]["strategy"] = strategy_node
# print json.dumps(fdict, indent=2)
print xmltodict.unparse(fdict, pretty=True)
return json.dumps(fdict).replace('"', "'")
def kdb_write_check(self, now):
host = self.vpn_ip.split('(')[0]
# print "host", host
cmd = "select from TradeConfig where host=`%s,ref_conf_path like \"%s*\","\
"time=(max;time) fby conf_path" % (host, self.trader_path)
kdb_ret = self.kdb_rdb.sync_query(cmd)
secs = datetime.timedelta(hours=now.hour,minutes=now.minute,seconds=now.second).total_seconds()
print "read time is :", kdb_ret[0][3], secs, kdb_ret[0][3]/1000 == secs
return kdb_ret[0][3] == secs * 1000
def provide_trader_cfg(self, ou_capital):
# write the data to kdb, if it success notify the agent to read
import time
time.sleep(0.5)
now = datetime.datetime.now() + datetime.timedelta(minutes=1)
cmd = ".u.upd[`TradeConfig; (`%s; %s; %s; %sh; %sh; `%s; \"%s\"; %sh; \"%s\"; \"%s\"; \"%s\")]" % \
(self.kdb_ret[0][1], now.strftime("%Y.%m.%d"), now.strftime("%H:%M:%S.000"),
self.kdb_ret[0][4], self.kdb_ret[0][5], self.kdb_ret[0][6], self.kdb_ret[0][7],
self.kdb_ret[0][8], self.kdb_ret[0][9], self.kdb_ret[0][10], ou_capital)
print "output: ", cmd
self.kdb_wdb.sync_query(cmd) # ret value can't check the insert operation
if not self.kdb_write_check(now):
Log.error("kdb write check error. time not equal")
return False
self.agent_operation(self.AGENT_CMD.CONFIG_DOWNLOAD_TO_SERVER)
if not self.wait_redis_notify():
Log.error("data not transfer to server")
return False
return True
def scan_traders(self):
try:
for vpn_ip in self.data_obj:
for trader_path in self.data_obj[vpn_ip]:
# my_capital is json string
self.vpn_ip = vpn_ip
self.trader_path = trader_path
my_capital = self.fetch_trader_cfg()
if not my_capital:
Log.error("item process error %s" % self.data_obj[self.vpn_ip][self.trader_path])
return False
ou_capital = self.generate_trader_cfg(my_capital)
if not self.provide_trader_cfg(ou_capital):
Log.error("item process error %s" % self.data_obj[self.vpn_ip][self.trader_path])
return False
return True
except Exception as e:
import traceback
traceback.print_exc()
Log.error("scan traders error. %s" % str(e))
return False